ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 11-Sep-2020

Day Change Summary
	Previous	Current
	10-Sep-2020	11-Sep-2020	Change	Change %	Previous Week
Open	139-150	139-195	0-045	0.1%	139-090
High	139-205	139-250	0-045	0.1%	139-250
Low	139-110	139-165	0-055	0.1%	139-070
Close	139-190	139-245	0-055	0.1%	139-245
Range	0-095	0-085	-0-010	-10.5%	0-180
ATR	0-133	0-129	-0-003	-2.6%	0-000
Volume	2,380	2,037	-343	-14.4%	15,454

Daily Pivots for day following 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-155	140-125	139-292
R3	140-070	140-040	139-268
R2	139-305	139-305	139-261
R1	139-275	139-275	139-253	139-290
PP	139-220	139-220	139-220	139-228
S1	139-190	139-190	139-237	139-205
S2	139-135	139-135	139-229
S3	139-050	139-105	139-222
S4	138-285	139-020	139-198

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-088	141-027	140-024
R3	140-228	140-167	139-294
R2	140-048	140-048	139-278
R1	139-307	139-307	139-262	140-018
PP	139-188	139-188	139-188	139-204
S1	139-127	139-127	139-228	139-158
S2	139-008	139-008	139-212
S3	138-148	138-267	139-196
S4	137-288	138-087	139-146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-275	139-060	0-215	0.5%	0-128	0.3%	86%	False	False	4,600
10	140-010	138-230	1-100	0.9%	0-133	0.3%	80%	False	False	113,712
20	140-010	138-230	1-100	0.9%	0-126	0.3%	80%	False	False	848,983
40	140-130	138-230	1-220	1.2%	0-120	0.3%	62%	False	False	862,642
60	140-130	138-135	1-315	1.4%	0-120	0.3%	68%	False	False	880,028
80	140-130	136-220	3-230	2.7%	0-133	0.3%	83%	False	False	984,287
100	140-130	136-220	3-230	2.7%	0-138	0.3%	83%	False	False	792,415

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	140-291
2.618	140-153
1.618	140-068
1.000	140-015
0.618	139-303
HIGH	139-250
0.618	139-218
0.500	139-208
0.382	139-197
LOW	139-165
0.618	139-112
1.000	139-080
1.618	139-027
2.618	138-262
4.250	138-124

Fisher Pivots for day following 11-Sep-2020
Pivot	1 day	3 day
R1	139-232	139-223
PP	139-220	139-202
S1	139-208	139-180

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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